Skip to content
arch v7.2.1 (+2)
arch.unitroot.DFGLS.null_hypothesis
Initializing search
arch
arch v7.2.1 (+2)
arch
Univariate Volatility Models
Bootstrapping
Multiple Comparison Problems
Unit Root Testing
Unit Root Testing
Introduction
Unit Root Testing Examples
Unit Root Testing
Unit Root Testing
arch.
unitroot.
ADF
arch.
unitroot.
DFGLS
arch.
unitroot.
DFGLS
C
arch.
unitroot.
DFGLS
C
arch.
unitroot.
DFGLS
arch.
unitroot.
DFGLS.
summary
arch.
unitroot.
DFGLS.
alternative_
hypothesis
arch.
unitroot.
DFGLS.
critical_
values
arch.
unitroot.
DFGLS.
lags
arch.
unitroot.
DFGLS.
max_
lags
arch.
unitroot.
DFGLS.
nobs
arch.
unitroot.
DFGLS.
null_
hypothesis
arch.
unitroot.
DFGLS.
null_
hypothesis
Contents
P
DFGLS.
null_
hypothesis
arch.
unitroot.
DFGLS.
pvalue
arch.
unitroot.
DFGLS.
regression
arch.
unitroot.
DFGLS.
stat
arch.
unitroot.
DFGLS.
trend
arch.
unitroot.
DFGLS.
valid_
trends
arch.
unitroot.
DFGLS.
y
arch.
unitroot.
Phillips
Perron
arch.
unitroot.
Zivot
Andrews
arch.
unitroot.
Variance
Ratio
arch.
unitroot.
KPSS
Automatic Bandwidth Selection
Cointegration Analysis
Long-
run Covariance Estimation
API Reference
Common Type Definitions
Change Log
Contents
P
DFGLS.
null_
hypothesis
arch.unitroot.DFGLS.null_hypothesis
¶
property
DFGLS.
null_hypothesis
:
str
¶
The null hypothesis